Non-Linear Control Systems

The subject of nonlinear control deals with the analysis and the design of nonlinear control
systems, i.e., of control systems containing at least one nonlinear component.

Why Nonlinear Control ?

Linear control is a mature subject with a variety of powerful methods and a long history of
successful industrial applications. Thus, it is natural for one to wonder why so many
researchers and designers, from such broad areas as aircraft and spacecraft control, robotics,
process control, and biomedical engineering, have recently showed an active interest in the
development and applications of nonlinear control methodologies. Many reasons can be cited
for this interest:
• Improvement of existing control systems: Linear control methods rely on the key
assumption of small range operation for the linear model to be valid. When the required
operation range is large, a linear controller is likely to perform very poorly or to be unstable,
because the nonlinearities in the system cannot be properly compensated for. Nonlinear
controllers, on the other hand, may handle the nonlinearities in large range operation directly.
This point is easily demonstrated in robot motion control problems. When a linear controller
is used to control robot motion, it neglects the nonlinear forces associated with the motion of
the robot links. The controller's accuracy thus quickly degrades as the speed of motion
increases, because many of the dynamic forces involved, such as Coriolis and centripetal
forces, vary as the square of the speed. Therefore, in order to achieve a pre-specified accuracy
in robot tasks such as pick-and-place, arc welding and laser cutting, the speed of robot
motion, and thus productivity, has to be kept low. On the other hand, a conceptually simple
nonlinear controller, commonly called computed torque controller, can fully compensate the
nonlinear forces in the robot motion and lead to high accuracy control for a very large range
of robot speeds and a large workspace.

• Analysis of hard nonlinearities: Another assumption of linear control is that the system
model is indeed linearizable. However, in control systems there are many nonlinearities
whose discontinuous nature does not allow linear approximation. These so-called "hard
nonlinearities" include Coulomb friction, saturation, dead-zones, backlash, and hysteresis,
and are often found in control engineering. Their effects cannot be derived from linear
methods, and nonlinear analysis techniques must be developed to predict a system's
performance in the presence of these inherent nonlinearities. Because such nonlinearities
frequently cause undesirable behavior of the control systems, such as instabilities or spurious
limit cycles, their effects must be predicted and properly compensated for.

• Dealing with model uncertainties: In designing linear controllers, it is usually necessary to

assume that the parameters of the system model are reasonably well known. However, many
control problems involve uncertainties in the model parameters. This may be due to a slow
time variation of the parameters (e.g., of ambient air pressure during an aircraft flight), or to
an abrupt change in parameters (e.g,, in the inertial parameters of a robot when a new object
is grasped). A linear controller based on inaccurate or obsolete values of the model
parameters may exhibit significant performance degradation or even instability.
Nonlinearities can be intentionally introduced into the controller part of a control system so
that model uncertainties can be tolerated. Two classes of nonlinear controllers for this
purpose are robust controllers and adaptive controllers.
• Design Simplicity: Good nonlinear control designs may be simpler and more intuitive than
their linear counterparts. This a priori paradoxical result comes from the fact that nonlinear
controller designs are often deeply rooted in the physics of the plants. To take a very simple
example, consider a swinging pendulum attached to a hinge, in the vertical plane. Starting
from some arbitrary initial angle, the pendulum will oscillate and progressively stop along the
vertical. Although the pendulum's behavior could be analyzed close to equilibrium by
linearizing the system, physically its stability has very little to do with the eigenvalues of
some linearized system matrix: it comes from the fact that the total mechanical energy of the
system is progressively dissipated by various friction forces (e.g., at the hinge), so that the
pendulum comes to rest at a position of minimal energy. There may be other related or
unrelated reasons to use nonlinear control techniques, such as cost and performance
optimality. In industrial settings, ad-hoc extensions of linear techniques to control advanced
machines with significant nonlinearities may result in unduly costly and lengthy development
periods, where the control code comes with little stability or performance guarantees and is
extremely hard to transport to similar but different applications. Linear control may require
high quality actuators and sensors to produce linear behavior in the specified operation range,
while nonlinear control may permit the use of less expensive components with nonlinear
characteristics. As for performance optimality, we can cite bang-bang type controllers, which
can produce fast response, but are inherently nonlinear.
Thus, the subject of nonlinear control is an important area of automatic control. Learning
basic techniques of nonlinear control analysis and design can significantly enhance the ability
of a control engineer to deal with practical control problems effectively. It also provides a
sharper understanding of the real world, which is inherently nonlinear. In the past, the
application of nonlinear control methods had been limited by the computational difficulty
associated with nonlinear control design and analysis. In recent years, however, advances in
computer technology have greatly relieved this problem. Therefore, there is currently
considerable enthusiasm for the research and application of nonlinear control methods. The
topic of nonlinear control design for large range operation has attracted particular attention
because, on the one hand, the advent of powerful microprocessors has made the
implementation of nonlinear controllers a relatively simple matter, and, on the other hand,
modern technology, such as high-speed high-accuracy robots or high-performance aircrafts, is
demanding control systems with much more stringent design specifications. Nonlinear control
occupies an increasingly conspicuous position in control engineering, as reflected by the ever-
increasing number of papers and reports on nonlinear control research and applications.

Nonlinear System Behavior

Physical systems are inherently nonlinear. Thus, all control systems are nonlinear to a certain
extent. Nonlinear control systems can be described by nonlinear differential equations.
However, if the operating range of a control system is small, and if the involved nonlinearities
are smooth, then the control system may be reasonably approximated by a linearized system,
whose dynamics is described by a set of linear differential equations.

NONLINEARITIES
Nonlinearities can be classified as inherent (natural) and intentional (artificial). Inherent
nonlinearities are those which naturally come with the system's hardware and motion.
Examples of inherent nonlinearities include centripetal forces in rotational motion, and
Coulomb friction between contacting surfaces. Usually, such nonlinearities have undesirable
effects, and control systems have to properly compensate for them. Intentional nonlinearities,
on the other hand, are artificially introduced by the designer. Nonlinear control laws, such as
adaptive control laws and bang-bang optimal control laws, are typical examples of intentional
nonlinearities. Nonlinearities can also be classified in terms of their mathematical properties,
as continuous and discontinuous. Because discontinuous nonlinearities cannot be locally
approximated by linear functions, they are also called "hard" nonlinearities. Hard
nonlinearities (such as, e.g., backlash, hysteresis, or stiction) are commonly
found in control systems, both in small range operation and large range operation. Whether a
system in small range operation should be regarded as nonlinear or linear depends on the
magnitude of the hard nonlinearities and on the extent of their effects on the system
performance.

LINEAR SYSTEMS

Linear control theory has been predominantly concerned with the study of linear time
invariant (LTI) control systems, of the form
x = Ax
with x being a vector of states and A being the system matrix. LTI systems have quite simple
properties, such as

• a linear system has a unique equilibrium point if A is nonsingular;

• the equilibrium point is stable if all eigenvalues of A have negative real parts, regardless of
initial conditions;
• the transient response of a linear system is composed of the natural modes
of the system, and the general solution can be solved analytically;
• in the presence of an external input u(t), i.e., with
x=Ax+Bu ,
the system response has a number of interesting properties. First, it satisfies the principle of
superposition. Second, the asymptotic stability of the system implies bounded-input
bounded-output stability in the presence of u. Third, a sinusoidal input leads to a sinusoidal
output of the same frequency.

The behavior of nonlinear systems, however, is much more complex. Due to the lack of
linearity and of the associated superposition property, nonlinear systems respond to
external inputs quite differently from linear systems,

SOME COMMON NONLINEAR SYSTEM BEHAVIORS

Let us now discuss some common nonlinear system properties, so as to familiarize ourselves
with the complex behavior of nonlinear systems

• Multiple Equilibrium Points

Nonlinear systems frequently have more than one equilibrium point (an equilibrium point is a
point where the system can stay forever without moving).

• Limit Cycles
Nonlinear systems can display oscillations of fixed amplitude and fixed period without
external excitation. These oscillations are called limit cycles, or self-excited oscillations. This
important phenomenon can be simply illustrated by a famous
oscillator dynamics, first studied in the 1920's by the Dutch electrical engineer Balthasar Van
der Pol.
 • Bifurcations
As the parameters of nonlinear dynamic systems are changed, the stability of the equilibrium
point can change (as it does in linear systems) and so can the number of equilibrium points.
Values of these parameters at which the qualitative nature of the system's motion changes are
known as critical or bifurcation values. The phenomenon of bifurcation, i.e., quantitative
change of parameters leading to qualitative change of system properties, is the topic of
bifurcation theory.

• Chaos

For stable linear systems, small differences in initial conditions can only cause small
differences in output. Nonlinear systems, however, can display a phenomenon called chaos,
by which we mean that the system output is extremely sensitive to initial conditions. The
essential feature of chaos is the unpredictability of the system output. Even if we have an
exact model of a nonlinear system and an extremely accurate computer, the system's response
in the long-run still cannot be well predicted. Chaos must be distinguished from random
motion. In random motion, the system model or input contain uncertainty and, as a result, the
time variation of the output cannot be predicted exactly (only statistical measures are
available). In chaotic motion, on the other hand, the involved problem is deterministic, and
there is little uncertainty in system model, input, or initial conditions.

Nonlinear Systems Analysis

The study of these nonlinear analysis techniques is important for a number of reasons. First,
theoretical analysis is usually the least expensive way of exploring a system's characteristics.
Second, simulation, though very important in nonlinear control, has to be guided by theory.
Blind simulation of nonlinear systems is likely to produce few results or misleading results.
This is especially true given the great richness of behavior that nonlinear systems can exhibit,
depending on initial conditions and inputs. Third, the design of nonlinear controllers is always
based on analysis techniques. Since design methods are usually based on analysis methods, it
is almost impossible to master the design methods without first studying the analysis tools.
Furthermore, analysis tools also allow us to assess control designs after they have been made,
and, in case of inadequate performance, they may also suggest directions of modifying the
control designs.

It should not come as a surprise that no universal technique has been devised for the analysis
of all nonlinear control systems. In linear control, one can analyze a system in the time
domain or in the frequency domain. However, for nonlinear control systems, none of these
standard approaches can be used, since direct solution of nonlinear differential equations is
generally impossible, and frequency domain transformations do not apply. While the analysis
of nonlinear control systems is difficult, serious efforts have been made to develop
appropriate theoretical tools for it. Many methods of nonlinear control system analysis have
been proposed. Let us briefly describe some of these methods
Phase plane analysis
Phase plane analysis is a graphical method of studying second-order nonlinear systems. Its
basic idea is to solve a second order differential equation graphically, instead of seeking an
analytical solution. The result is a family of system motion trajectories on a two-dimensional
plane, called the phase plane, which allow us to visually observe the motion patterns of the
system. While phase plane analysis has a number of important advantages, it has the
fundamental disadvantage of being applicable only to systems which can be well
approximated by a second-order dynamics. Because of its graphical nature, it is frequently
used to provide intuitive insights about nonlinear effects.

Lyapunov theory
Basic Lyapunov theory comprises two methods introduced by Lyapunov, the indirect method
and the direct method. The indirect method, or linearization method, states that the stability
properties of a nonlinear system in the close vicinity of an equilibrium point are essentially
the same as those of its linearized approximation. The method serves as the theoretical
justification for using linear control for physical systems, which are always inherently
nonlinear. The direct method is a powerful tool for nonlinear system analysis, and therefore
the so-called Lyapunov analysis often actually refers to the direct method. The direct method
is a generalization of the energy concepts associated with a mechanical system: the motion of
a mechanical system is stable if its total mechanical energy decreases all the time. In using the
direct method to analyze the stability of a nonlinear system, the idea is to construct a scalar
energy-like function (a Lyapunov function) for the system, and to see whether it decreases.
The power of this method comes from its generality: it is applicable to all kinds of control
systems, be they time-varying or time-invariant, finite dimensional or infinite dimensional.
Conversely, the limitation of the method lies in the fact that it is often difficult to find a
Lyapunov function for a given system. Although Lyapunov's direct method is originally a
method of stability analysis, it can be used for other problems in nonlinear control. One
important application is the design of nonlinear controllers. The idea is to somehow formulate
a scalar positive function of the system states, and then choose a control law to make this
function decrease. A nonlinear control system thus designed will be guaranteed to be stable.
Such a design approach has been used to solve many complex design problems,

Describing functions
The describing function method is an approximate technique for studying nonlinear systems.
The basic idea of the method is to approximate the nonlinear components in nonlinear control
systems by linear "equivalents", and then use
frequency domain techniques to analyze the resulting systems. Unlike the phase plane
method, it is not restricted to second-order systems. Unlike Lyapunov methods, whose
applicability to a specific system hinges on the success of a trial-and-error search for a
Lyapunov function, its application is straightforward for nonlinear systems satisfying some
easy-to-check conditions. The method is mainly used to predict limit cycles in nonlinear
systems. Other applications include the prediction of subharmonic generation and the
determination of system response to sinusoidal excitation. The method has a number of
advantages. First, it can deal with low order and high order systems with the same
straightforward procedure. Second, because of its similarity to frequency-domain analysis of
linear systems, it is conceptually simple and physically appealing, allowing users to exercise
their physical and engineering insights about the control system. Third, it can deal with the
"hard nonlinearities" frequently found in control systems without any difficulty. As a result, it
is an important tool for practical problems of nonlinear control analysis and design. The
disadvantages of the method are linked to its approximate nature, and include the possibility
of inaccurate predictions (false predictions may be made if certain conditions are not
satisfied) and restrictions on the systems to which it applies (for example, it has difficulties in
dealing with systems with multiple nonlinearities).